#pragma warning disable 108
using System;
using System.Runtime.InteropServices;
using System.Collections.Generic;
using Cephei;
using Cephei.Core;
using Cephei.Core.Generic;
using Microsoft.FSharp.Core;
using Cephei.QL;
namespace Cephei.QL.Cashflows
{
    /// <summary> 
	/// ! Base class for the pricing of a CMS coupon via static replication as in Hagan's "Conundrums..." article
	/// </summary>
    [Guid ("E183B9CF-DA69-42df-9ED2-F6F1238DC300"),ComVisible(true)]
	public interface IHaganPricer : Cephei.QL.Cashflows.ICmsCouponPricer
	{
		///////////////////////////////////////////////////////////////
        // Methods
        //
        /// <summary> 
		/// 
		/// </summary>
		 Double CapletPrice(Double effectiveCap);
        /// <summary> 
		/// 
		/// </summary>
		 Double CapletRate(Double effectiveCap);
        /// <summary> 
		/// 
		/// </summary>
		 Double FloorletPrice(Double effectiveFloor);
        /// <summary> 
		/// 
		/// </summary>
		 Double FloorletRate(Double effectiveFloor);
        /// <summary> 
		/// 
		/// </summary>
		 Double MeanReversion {get;}
        /// <summary> 
		/// 
		/// </summary>
		 IHaganPricer SetMeanReversion(Cephei.QL.IQuote meanReversion);
        /// <summary> 
		/// 
		/// </summary>
		 Double SwapletPrice {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Double SwapletRate {get;}
    }   

    /// <summary> 
	/// ! Base class for the pricing of a CMS coupon via static replication as in Hagan's "Conundrums..." article Factory
	/// </summary>
   	[ComVisible(true)]
    public interface IHaganPricer_Factory : INativeCollection_Factory<IHaganPricer>
    {
        ///////////////////////////////////////////////////////////////
        // Factory methods
        //
        /// <summary>
        /// Create a hybrid Vector of IHaganPricer, with event notification of changes
        /// </summary>
        /// <returns>a new Vector&ltIHaganPricer&gt</returns>
        IVector<IHaganPricer> CreateVector();
        /// <summary>
        /// Create a hybrid Vector of ICell of IHaganPricer, with event notification of changes
        /// </summary>
        /// <returns>a new ICell&ltIVector&ltI&ltIHaganPricer&gt&gt&gt</returns>
        ICoCell<IVector<ICoCell<IHaganPricer>>> CreateCellVector();
        IVector<IHaganPricer> CreateVector (IEnumerable<IHaganPricer> source);
        ICoCell<IVector<ICoCell<IHaganPricer>>> CreateCellVector (IEnumerable<ICoCell<IHaganPricer>> source);
    }
}

